Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47402.93 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46005.31 Kr¶

PnL: ---------------------------------------> -883.26 Kr¶

DD now: ---------------------------------> -2.523 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 11:10:49.399069'

Anic Portfolio¶

Today¶

Return: -0.262 %¶

This Week¶

Return: -0.262 %¶

Total¶

Return: 55.185 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.640000 767.200000 94.200000 14.000000 673.000000
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
Nordea Bank Abp 29 0.300000 3525.240000 71.240000 2.060000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.350000 3408.000000 31.000000 0.920000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.930000 384.200000 29.200000 8.230000 355.000000
Resurs Holding 22 -1.230000 602.580000 28.580000 4.980000 573.999998
AcadeMedia 12 0.810000 584.040000 27.040000 4.850000 557.000004
Swedbank A 3 -0.410000 586.950000 22.950000 4.070000 564.000000
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 0.000000 560.000000 17.000000 3.130000 543.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.460000 540.000000 13.000000 2.470000 527.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Corem Property Group B 59 -5.340000 580.860000 3.860000 0.670000 576.999999
Securitas B 6 -2.470000 573.480000 3.480000 0.610000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -3.640000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.070000 529.600000 -2.400000 -0.450000 532.000000
Handelsbanken A 5 0.190000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -0.110000 567.000000 -16.000000 -2.740000 582.999984
Boozt 12 -2.660000 1626.000000 -28.000000 -1.690000 1653.999996
International Petroleum Corp. 5 -2.260000 561.000000 -33.570000 -5.650000 594.565215
Essity B 2 0.940000 539.400000 -34.600000 -6.030000 574.000000
CTEK 13 -2.350000 497.640000 -36.360000 -6.810000 533.999999
Sampo Oyj SDB 7 0.650000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 2.120000 565.800000 -47.200000 -7.700000 612.999432
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Fasadgruppen Group 35 0.760000 3717.000000 -94.000000 -2.470000 3810.999990
Beijer Electronics Group 26 3.360000 2875.600000 -95.400000 -3.210000 2971.000006
OX2 18 0.310000 1449.900000 -214.100000 -12.870000 1663.999992
Axfood 13 1.540000 3520.400000 -235.600000 -6.270000 3756.000001
Ovzon 52 -1.870000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 45996.170000 -892.400000 -2.53871% 46888.564618

Updated:¶

'2023-01-30 11:10:16.127608'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶